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Mathematical Methods for Financial
Optimization Jointly organized
by the
Landelijk Netwerk Mathematische Besliskunde (LNMB) and the Nederlands
Genootschap Besliskunde (NGB), Conference Center “De Werelt”, in
Lunteren, on January 20, 2005. The Landelijk Netwerk Mathematische Besliskunde (LNMB) and the Nederlands Genootschap voor Besliskunde (NGB) jointly organize the one-day seminar “Mathematical methods for Financial Optimization", in Conference Center “De Werelt” in Lunteren, on January 20, 2005. The seminar is the seventh in a series of annual seminars, following the previous successful seminars on “Operations Research & Enterprise Resource Planning” (1999), “Operations Research in Financial Management” (2000), “E-commerce & Operations Research” (2001), “Capacity management – How operations research models support decision makers” (2002), “New developments in Operations Research software” (2003) and "On-line methods: Challenges for OR in a real-time world". Optimization models and methods play
an increasingly important role in financial decision-making. No longer
in our increasingly competitive society one affords just to trust
intuition and experience. Many problems in quantitative finance,
originated from asset allocation, risk management, derivative pricing,
and model fitting, are now routinely and efficiently approached using
modern optimization techniques. This seminar will bring together
researchers and practitioners in the rapidly growing field of financial
optimization and intends to provide a forum for innovative models and
methods on new topics, novel approaches to well-known problems, success
stories, and computational studies in this exciting field.
The targeted audience for this seminar includes academics researching quantitative decision-making who have been interested in mathematical finance or plan to do so and practitioners doing quantitative modelling in the financial market. The conference language is English. To participate at the seminar, please go to Registration Seminar and send the form before January 10, 2005. The conference fee is 75 Euro for LNMB and NGB members, and 125 Euro for others. You will receive an invoice after your registration form has been received. The conference fee covers lunch, coffee, tea, and the drinks.
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